EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"normality"
Narrow search

Narrow search

Year of publication
Subject
All
Asymptotic normality 249 asymptotic normality 162 Schätztheorie 144 Estimation theory 142 consistency 78 Zeitreihenanalyse 66 Time series analysis 64 Theorie 58 non-normality 58 Statistische Verteilung 57 Statistical distribution 56 Non-normality 55 Normality 50 Theory 50 normality 46 Nichtparametrisches Verfahren 45 Statistischer Test 44 Consistency 43 Statistical test 43 Nonparametric statistics 40 ARCH model 29 ARCH-Modell 29 Estimation 26 Volatility 26 GARCH 25 Regression analysis 25 Regressionsanalyse 25 Schätzung 25 Volatilität 25 Stochastischer Prozess 24 Statistische Methodenlehre 23 Stochastic process 23 Statistical theory 22 skewness 22 Maximum likelihood estimation 21 bootstrap 21 Bootstrap approach 20 Bootstrap-Verfahren 20 Local asymptotic normality 20 Portfolio selection 20
more ... less ...
Online availability
All
Free 437 Undetermined 422 CC license 10
Type of publication
All
Article 538 Book / Working Paper 387 Other 4
Type of publication (narrower categories)
All
Article in journal 153 Aufsatz in Zeitschrift 153 Working Paper 114 Arbeitspapier 75 Graue Literatur 73 Non-commercial literature 73 Article 17 research-article 8 Aufsatz im Buch 5 Book section 5 Hochschulschrift 3 Thesis 3 Conference Paper 2 Conference paper 2 Konferenzbeitrag 2 review-article 2
more ... less ...
Language
All
Undetermined 521 English 396 French 7 German 3 Russian 1 Spanish 1
Author
All
Hallin, Marc 25 Roventini, Andrea 18 Fagiolo, Giorgio 17 Paindaveine, Davy 14 Dufour, Jean-Marie 13 Phillips, Peter C.B. 13 Sentana, Enrique 12 Wang, Qihua 12 Blasques, Francisco 11 Verdebout, Thomas 11 Koopman, Siem Jan 10 Ley, Christophe 10 Ascari, Guido 9 DUFOUR, Jean-Marie 9 Napoletano, Mauro 9 Nielsen, Morten Ørregaard 9 Beaulieu, Marie-Claude 8 Hualde, Javier 8 Khalaf, Lynda 8 Linton, Oliver 8 Robinson, Peter M. 8 Yao, Qiwei 8 Kasparis, Ioannis 7 Liang, Han-Ying 7 Amengual, Dante 6 BEAULIEU, Marie-Claude 6 Fiorentini, Gabriele 6 KHALAF, Lynda 6 Lu, Zudi 6 Nielsen, Bent 6 Werker, Bas J.M. 6 Yang, Zhenlin 6 Akker, Ramon van den 5 Andrews, Donald W.K. 5 Baltagi, Badi H. 5 Breunig, Christoph 5 Charemza, Wojciech 5 Francq, Christian 5 Gao, Jiti 5 Girard, Stéphane 5
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 23 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 17 London School of Economics (LSE) 17 Cowles Foundation for Research in Economics, Yale University 16 Tilburg University, Center for Economic Research 15 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 9 HAL 9 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 7 Department of Economics, Oxford University 6 Département de Sciences Économiques, Université de Montréal 6 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 5 Department of Economics, University of Victoria 5 Economics Group, Nuffield College, University of Oxford 5 EconWPA 4 School of Economics and Management, University of Aarhus 4 Tinbergen Instituut 4 Agricultural and Applied Economics Association - AAEA 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Department of Economics and Business, Universitat Pompeu Fabra 3 Department of Economics, University of California-San Diego (UCSD) 3 Dipartimento di Scienze Economiche, Facoltà di Economia 3 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 3 Mathematica Policy Research 3 School of Economics, Singapore Management University 3 University of Cyprus Department of Economics 3 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Centro de Estudios Monetarios y Financieros (CEMFI) 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics, Leicester University 2 Department of Economics, University of Warwick 2 Economics Department, Ben Gurion University of the Negev 2 Faculdade de Economia, Universidade do Porto 2 Henley Business School, University of Reading 2 Internationella Handelshögskolan, Högskolan i Jönköping 2 Society for Computational Economics - SCE 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Swiss Finance Institute 2 Tinbergen Institute 2 Banca d'Italia 1
more ... less ...
Published in...
All
Annals of the Institute of Statistical Mathematics 60 Journal of Multivariate Analysis 36 Statistics & Probability Letters 28 Metrika 25 MPRA Paper 23 Journal of econometrics 19 Statistical Inference for Stochastic Processes 18 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 18 LSE Research Online Documents on Economics 17 Working Papers ECARES 17 Cowles Foundation Discussion Papers 16 Discussion Paper / Tilburg University, Center for Economic Research 15 Statistical Papers / Springer 13 Cahiers de recherche 12 ECARES working paper 12 Econometric Reviews 10 Psychometrika 10 CIRANO Working Papers 9 Economics letters 9 Journal of Econometrics 9 Discussion paper / Tinbergen Institute 8 Econometric reviews 8 Econometrics 8 Journal of Applied Statistics 8 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 8 Post-Print / HAL 8 Computational Statistics & Data Analysis 7 Discussion paper / Center for Economic Research, Tilburg University 7 Economics Letters 7 STICERD - Econometrics Paper Series 7 Stochastic Processes and their Applications 7 Tinbergen Institute Discussion Paper 7 Economics Series Working Papers / Department of Economics, Oxford University 6 Tinbergen Institute Discussion Papers 6 Econometrics Working Papers 5 Economics Papers / Economics Group, Nuffield College, University of Oxford 5 Statistical Methods and Applications 5 CREATES Research Papers 4 Computational Statistics 4 Discussion Paper 4
more ... less ...
Source
All
RePEc 610 ECONIS (ZBW) 239 EconStor 60 BASE 10 Other ZBW resources 10
Showing 1 - 10 of 929
Cover Image
Testing the normality assumption in an ordered probit model using an artificial regression : some results for the LM-test
Wilde, Joachim; Forstinger, Sarah - 2026
The key assumption of normally distributed error terms is usually not tested in empirical practice when using ordered probit models. Therefore, an artificial regression version of the LM test against the class of Pearson distributions is derived that can be implemented more easily than the...
Persistent link: https://www.econbiz.de/10015615792
Saved in:
Cover Image
Market consistent valuation for Bitcoin options with long memory in conditional volatility and conditional non-normality
Siu, Tak Kuen - In: The journal of futures markets 45 (2025) 8, pp. 917-945
Persistent link: https://www.econbiz.de/10015464870
Saved in:
Cover Image
Asymptotic normality of cumulative cost in linear quadratic regulators
Sayedana, Borna; Caines, Peter E.; Mahajan, Aditya - 2025
Persistent link: https://www.econbiz.de/10015205379
Saved in:
Cover Image
Normality tests for transformed large measured data : a comprehensive analysis
Feyo Bantu, Abu; Kozyra, Andrzej; Wiora, Józef - In: Statistics in transition : an international journal of … 26 (2025) 3, pp. 195-208
In statistical analysis, evaluating the normality of large datasets is crucial for validating parametric tests … effectiveness of transformation methods in achieving normality. Techniques like logarithmic, quantile and rank-based Inverse Normal … deviations from normality was assessed through the Receiver Operating Characteristic (ROC) analysis and the Area Under the Curve …
Persistent link: https://www.econbiz.de/10015506716
Saved in:
Cover Image
On a new goodness-of-fit test for multivariate normality with fixed parameters based on the David-Hellwig test idea
Kończak, Grzegorz - In: Statistics in transition : an international journal of … 26 (2025) 4, pp. 151-166
The article presents a proposal for a goodness-of-fit test for multivariate normality. The idea of the test is based on …'s variability is divided into m disjoint cells. Assuming the truth of hypothesis H0, which proclaims the multivariate normality of …
Persistent link: https://www.econbiz.de/10015596304
Saved in:
Cover Image
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions
Blasques, Francisco; Brummelen, Janneke van; Gorgi, Paolo; … - In: Journal of econometrics 238 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015073825
Saved in:
Cover Image
Tail behavior of ACD models and consequences for likelihood-based estimation
Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - In: Journal of econometrics 238 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015073910
Saved in:
Cover Image
A nonlinear autoregressive distributed lag approach to remittances and access to financial inclusion in Jordan
Alabdulrazag, Bashier A.; Alshogeathri, Mofleh A. - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10015046024
Saved in:
Cover Image
Data analysis in demand forecasting : a case study of poetry book sales in the European area
Kolková, Andrea - In: Central European business review : CEBR 13 (2024) 5, pp. 51-69
Persistent link: https://www.econbiz.de/10015404093
Saved in:
Cover Image
Dynamic influence networks self-organize towards sub-critical financial instabilities
Wanga, Yicheng; Sornette, Didier; Wu, Ke; Lera, Sandro C. - 2024
Persistent link: https://www.econbiz.de/10015142186
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...